+499.9%
FAST vs PPL
+54.8%
+445.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | +2.7% | -3.0% | -1.4% |
| 30D | -0.8% | +0.5% | -1.2% | -1.0% |
| 3M | +5.8% | +0.7% | +5.1% | +5.4% |
| 6M | +8.0% | -7.6% | +15.6% | +11.1% |
| YTD | +25.6% | +1.8% | +23.8% | +24.1% |
| 1Y | +0.8% | -0.8% | +1.6% | +0.5% |
| 3Y | +86.1% | +56.9% | +29.2% | +52.7% |
| 5Y | +100.2% | +39.5% | +60.7% | +71.8% |
| All | +499.9% | +54.8% | +445.0% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling